Smooth and semismooth Newton methods for constrained approximation and estimation

DOI10.1080/01630563.2011.653071zbMATH Open1297.90160OpenAlexW2020671867MaRDI QIDQ2895679FDOQ2895679

Authors: Chen Ling, Liqun Qi, Hong-Xia Yin 

Publication date: 4 July 2012

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630563.2011.653071

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Mathematics Subject Classification ID

Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

• Density estimation in Besov spaces
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• A Nonparametric Estimate of a Multivariate Density Function
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• Partially finite convex programming. I: Quasi relative interiors and duality theory
• Best approximation in inner product spaces
• Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
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• Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
• Spectral estimation for sensor arrays
• Duality Relationships for Entropy-Like Minimization Problems
• Smoothing and Interpolation in a Convex Subset of a Hilbert Space
• Differentiability and semismoothness properties of integral functions and their applications
• A strongly semismooth integral function and its application
• Convergence rate of Newton's method for \(L_2\) spectral estimation
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• A Newton Method for Shape-Preserving Spline Interpolation
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• Best Approximation from the Intersection of a Closed Convex Set and a Polyhedron in Hilbert Space, Weak Slater Conditions, and the Strong Conical Hull Intersection Property
• Fenchel and Lagrange duality are equivalent
• Best interpolation with convex constraints
• Constrained \(L_ p\) approximation
• Constrained interpolation and smoothing
• A Dual Approach to Multidimensional $L_p$ Spectral Estimation Problems
• No-arbitrage interpolation of the option price function and its reformulation
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• Maximum entropy and maximum likelihood in spectral estimation
• \(L_ p\)-spectral estimation with an \(L_ \infty\)-upper bound
• Quadratic convergence of Newton's method for convex interpolation and smoothing
• On 'best' interpolation
• Shape-preserving interpolation and smoothing for options market implied volatility

Cited In (5)

• Semismooth properties of a class of integral functions
• A semi-smooth Newton method for solving elliptic equations with gradient constraints
• Title not available (Why is that?)
• A smoothing Newton-type method for solving the \(L _{2}\) spectral estimation problem with lower and upper bounds
• An augmented Lagrangian based semismooth Newton method for a class of bilinear programming problems

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